CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 06-Jan-2015
Day Change Summary
Previous Current
05-Jan-2015 06-Jan-2015 Change Change % Previous Week
Open 0.8305 0.8387 0.0082 1.0% 0.8314
High 0.8382 0.8476 0.0094 1.1% 0.8419
Low 0.8293 0.8372 0.0079 1.0% 0.8286
Close 0.8371 0.8435 0.0064 0.8% 0.8315
Range 0.0089 0.0104 0.0015 16.9% 0.0133
ATR 0.0084 0.0086 0.0001 1.8% 0.0000
Volume 165,487 267,476 101,989 61.6% 347,553
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8740 0.8691 0.8492
R3 0.8636 0.8587 0.8464
R2 0.8532 0.8532 0.8454
R1 0.8483 0.8483 0.8445 0.8508
PP 0.8428 0.8428 0.8428 0.8440
S1 0.8379 0.8379 0.8425 0.8404
S2 0.8324 0.8324 0.8416
S3 0.8220 0.8275 0.8406
S4 0.8116 0.8171 0.8378
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8739 0.8660 0.8388
R3 0.8606 0.8527 0.8352
R2 0.8473 0.8473 0.8339
R1 0.8394 0.8394 0.8327 0.8434
PP 0.8340 0.8340 0.8340 0.8360
S1 0.8261 0.8261 0.8303 0.8301
S2 0.8207 0.8207 0.8291
S3 0.8074 0.8128 0.8278
S4 0.7941 0.7995 0.8242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8476 0.8286 0.0190 2.3% 0.0088 1.0% 78% True False 142,617
10 0.8476 0.8282 0.0194 2.3% 0.0064 0.8% 79% True False 96,125
20 0.8663 0.8219 0.0444 5.3% 0.0098 1.2% 49% False False 143,450
40 0.8788 0.8219 0.0569 6.7% 0.0087 1.0% 38% False False 73,840
60 0.9513 0.8219 0.1294 15.3% 0.0085 1.0% 17% False False 49,344
80 0.9513 0.8219 0.1294 15.3% 0.0078 0.9% 17% False False 37,054
100 0.9790 0.8219 0.1571 18.6% 0.0065 0.8% 14% False False 29,647
120 0.9892 0.8219 0.1673 19.8% 0.0055 0.7% 13% False False 24,709
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8918
2.618 0.8748
1.618 0.8644
1.000 0.8580
0.618 0.8540
HIGH 0.8476
0.618 0.8436
0.500 0.8424
0.382 0.8412
LOW 0.8372
0.618 0.8308
1.000 0.8268
1.618 0.8204
2.618 0.8100
4.250 0.7930
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 0.8431 0.8417
PP 0.8428 0.8399
S1 0.8424 0.8381

These figures are updated between 7pm and 10pm EST after a trading day.

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